+804.8%
GLW vs NTNX
+148.8%
+656.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.9% |
| 7D | +7.8% | -3.1% | +11.0% | +8.3% |
| 30D | -0.4% | +2.0% | -2.4% | -0.9% |
| 3M | -5.6% | +34.0% | -39.5% | -10.0% |
| 6M | +26.7% | +72.4% | -45.7% | +15.1% |
| YTD | +91.0% | +27.5% | +63.5% | +81.1% |
| 1Y | +122.4% | -18.7% | +141.1% | +126.1% |
| 3Y | +471.0% | +80.8% | +390.2% | +394.7% |
| 5Y | +385.6% | +54.5% | +331.2% | +315.5% |
| All | +804.8% | +148.8% | +656.0% | +548.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling